+1,428.5%
IBKR vs IVZ
+155.2%
+1,273.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -1.3% | -2.4% | +1.0% | -0.3% |
| 30D | -0.2% | +3.0% | -3.3% | -1.4% |
| 3M | +3.0% | +14.9% | -11.9% | -3.3% |
| 6M | +33.9% | +36.7% | -2.9% | +16.4% |
| YTD | +42.5% | +25.7% | +16.8% | +28.6% |
| 1Y | +44.9% | +47.7% | -2.8% | +21.8% |
| 3Y | +293.0% | +138.8% | +154.2% | +159.3% |
| 5Y | +497.7% | +62.1% | +435.6% | +349.8% |
| 10Y | +1,004.4% | +64.3% | +940.1% | +635.3% |
| All | +1,428.5% | +155.2% | +1,273.4% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling